+123.6%
GLDM vs BROS
+8.6%
+115.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.0% | -0.6% | -2.6% |
| 7D | +2.9% | -19.0% | +21.9% | +3.2% |
| 30D | -3.9% | -7.3% | +3.3% | -3.8% |
| 3M | -8.1% | -31.2% | +23.1% | -7.6% |
| 6M | -14.7% | -33.0% | +18.4% | -14.2% |
| YTD | -6.6% | -42.4% | +35.8% | -5.9% |
| 1Y | -2.1% | -37.7% | +35.7% | -1.4% |
| 3Y | +107.7% | +28.2% | +79.5% | +105.0% |
| 5Y | +116.5% | -43.4% | +159.8% | +112.1% |
| All | +123.6% | +8.6% | +115.1% | +122.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BROS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling